+315.2%
IVV vs SNPS
+558.7%
-243.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +1.3% |
| 7D | +0.1% | -11.0% | +11.1% | +3.8% |
| 30D | +0.1% | -1.7% | +1.8% | +0.1% |
| 3M | +2.0% | -20.4% | +22.3% | +8.9% |
| 6M | +13.0% | -8.6% | +21.7% | +14.3% |
| YTD | +13.6% | -16.2% | +29.8% | +17.4% |
| 1Y | +20.1% | -34.6% | +54.7% | +28.8% |
| 3Y | +77.6% | -14.5% | +92.1% | +61.1% |
| 5Y | +82.5% | +17.0% | +65.5% | +37.7% |
| All | +315.2% | +558.7% | -243.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling